Annual % return / Max DD%

Annual% return/Max DD% is not correctly specified in the failed/passed filter.

in this case, the Annual% return/Max DD% OOS is 0 > = 3 and is reported failed because Max DD is also 0% OOS

Attachments

Screenshot_1.png

(138.69 KiB)

Strategy 143331.sqx

(23.83 KiB)

History

12.10.2019 12:28

Task created

Votes: 0